Multiple Linear Regression - Estimated Regression Equation |
inschrijv[t] = + 17180.6891294509 + 5306.33688043914`prijs `[t] + 15262.7389981197M1[t] + 11379.2497343920M2[t] + 16554.0482174195M3[t] + 13158.1129788859M4[t] + 10567.4613968375M5[t] + 15221.8920490527M6[t] + 8236.45738442385M7[t] + 4852.14965159447M8[t] + 7191.23051383726M9[t] + 9970.6814133921M10[t] + 5758.74949680261M11[t] + 123.858638246139t + e[t] |
Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | 17180.6891294509 | 4298.911069 | 3.9965 | 0.00023 | 0.000115 |
`prijs ` | 5306.33688043914 | 5563.896509 | 0.9537 | 0.345216 | 0.172608 |
M1 | 15262.7389981197 | 1635.508747 | 9.3321 | 0 | 0 |
M2 | 11379.2497343920 | 1631.377142 | 6.9752 | 0 | 0 |
M3 | 16554.0482174195 | 1631.155965 | 10.1487 | 0 | 0 |
M4 | 13158.1129788859 | 1630.49705 | 8.07 | 0 | 0 |
M5 | 10567.4613968375 | 1624.765101 | 6.504 | 0 | 0 |
M6 | 15221.8920490527 | 1624.667666 | 9.3692 | 0 | 0 |
M7 | 8236.45738442385 | 1625.596611 | 5.0667 | 7e-06 | 4e-06 |
M8 | 4852.14965159447 | 1628.59789 | 2.9793 | 0.004601 | 0.0023 |
M9 | 7191.23051383726 | 1624.306444 | 4.4273 | 5.8e-05 | 2.9e-05 |
M10 | 9970.6814133921 | 1627.279315 | 6.1272 | 0 | 0 |
M11 | 5758.74949680261 | 1624.574359 | 3.5448 | 0.000915 | 0.000458 |
t | 123.858638246139 | 45.582787 | 2.7172 | 0.009248 | 0.004624 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.914847528080632 |
R-squared | 0.836945999635243 |
Adjusted R-squared | 0.79086552127129 |
F-TEST (value) | 18.1627020671286 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 6.60582699651968e-14 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2558.83620018381 |
Sum Squared Residuals | 301191564.171071 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 36429 | 36686.7022128393 | -257.702212839261 |
2 | 32720 | 33072.0407109313 | -352.040710931266 |
3 | 34490 | 38514.0219913456 | -4024.02199134557 |
4 | 34749 | 34872.5182174419 | -123.518217441926 |
5 | 30945 | 32197.9291214017 | -1252.92912140173 |
6 | 34302 | 37015.5914315159 | -2713.59143151590 |
7 | 30400 | 30175.771386343 | 224.228613657024 |
8 | 25543 | 27050.3685653669 | -1507.36856536691 |
9 | 32188 | 29488.845852837 | 2699.15414716298 |
10 | 34395 | 32506.6661405179 | 1888.33385948212 |
11 | 27148 | 28427.7197616089 | -1279.71976160887 |
12 | 26634 | 22753.7212002436 | 3880.27879975643 |
13 | 34257 | 38128.8571489476 | -3871.85714894763 |
14 | 34794 | 34345.4541342417 | 448.545865758285 |
15 | 38927 | 39889.9007798173 | -962.900779817293 |
16 | 38512 | 36761.7850990962 | 1750.21490090385 |
17 | 33325 | 34436.8836034769 | -1111.88360347688 |
18 | 40658 | 39143.8557262651 | 1514.14427373491 |
19 | 32719 | 32384.0552412492 | 334.944758750804 |
20 | 29323 | 29400.0662981368 | -77.0662981368352 |
21 | 34384 | 31942.1763448819 | 2441.82365511808 |
22 | 35153 | 35093.6101952122 | 59.3898047877682 |
23 | 30937 | 30869.5355026232 | 67.4644973767837 |
24 | 28079 | 25105.8067846097 | 2973.19321539031 |
25 | 39703 | 40322.7608309079 | -619.760830907862 |
26 | 35245 | 36685.7596507333 | -1440.75965073326 |
27 | 41324 | 42282.3675878436 | -958.367587843556 |
28 | 40802 | 39216.8136189428 | 1585.18638105721 |
29 | 37732 | 36687.9895970082 | 1044.01040299176 |
30 | 41527 | 41801.7985684197 | -274.798568419717 |
31 | 33441 | 35064.9745220961 | -1623.97452209613 |
32 | 32885 | 31882.2632628113 | 1002.73673718868 |
33 | 36804 | 34450.4804870082 | 2353.51951299183 |
34 | 35593 | 37325.5072492364 | -1732.50724923641 |
35 | 34355 | 32973.49677446 | 1381.50322553999 |
36 | 27045 | 27184.5629562644 | -139.562956264389 |
37 | 45587 | 42666.3032128965 | 2920.69678710353 |
38 | 40370 | 38925.5631467093 | 1444.43685329071 |
39 | 48209 | 44341.0658060902 | 3867.93419390981 |
40 | 40275 | 41223.6689258675 | -948.668925867537 |
41 | 36760 | 38708.0046193965 | -1948.00461939648 |
42 | 42588 | 43471.3300398549 | -883.330039854948 |
43 | 35365 | 36649.3392866003 | -1284.33928660031 |
44 | 33014 | 33374.7222725463 | -360.722272546299 |
45 | 36944 | 35548.5194764201 | 1395.48052357989 |
46 | 35649 | 38351.6984372872 | -2702.6984372872 |
47 | 34814 | 34296.7367010778 | 517.263298922221 |
48 | 26041 | 28635.9509185448 | -2594.95091854477 |
49 | 45636 | 43807.3765944088 | 1828.62340559123 |
50 | 40040 | 40140.1823573845 | -100.182357384472 |
51 | 47725 | 45647.6438349034 | 2077.35616509661 |
52 | 40263 | 42526.2141386516 | -2263.2141386516 |
53 | 43339 | 40070.1930587167 | 3268.80694128332 |
54 | 47283 | 44925.4242339444 | 2357.57576605564 |
55 | 40492 | 38142.8595637114 | 2349.14043628862 |
56 | 35768 | 34825.5796011386 | 942.420398861362 |
57 | 28539 | 37428.9778388528 | -8889.9778388528 |
58 | 42971 | 40483.5179777463 | 2487.48202225371 |
59 | 36144 | 36830.5112602301 | -686.511260230134 |
60 | 26950 | 31068.9581403376 | -4118.95814033758 |